+34.9%
BMY vs EXPE
-2.3%
+37.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | -2.0% | -17.8% | +15.8% | -0.3% |
| 30D | +9.3% | -3.2% | +12.5% | +9.8% |
| 3M | -0.1% | -19.0% | +18.9% | +1.1% |
| 6M | +15.5% | +17.7% | -2.3% | +15.5% |
| YTD | +21.8% | -7.8% | +29.6% | +24.4% |
| 1Y | +34.9% | -1.4% | +36.2% | +36.5% |
| All | +34.9% | -2.3% | +37.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling